Stabilize hyperspherical UKF arbitrary-noise weights - #4288
Closed
FlorianPfaff wants to merge 17 commits into
Closed
Stabilize hyperspherical UKF arbitrary-noise weights#4288FlorianPfaff wants to merge 17 commits into
FlorianPfaff wants to merge 17 commits into
Conversation
Contributor
✅MegaLinter analysis: Success
Notices📣 MegaLinter 9.5.0 is out! Discover the new features and security recommendations in the release announcement. (Skip this info by defining See detailed reports in MegaLinter artifacts Your project could benefit from a custom flavor, which would allow you to run only the linters you need, and thus improve runtime performances. (Skip this info by defining
|
FlorianPfaff
force-pushed
the
agent/stabilize-hyperspherical-ukf-noise-weights-20260713
branch
from
July 13, 2026 16:33
aa4e75a to
5165686
Compare
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.

Summary
Bug
HypersphericalUKF.predict_nonlinear_arbitrary_noise()normalized weights withFor valid positive finite weights near
np.finfo(float).max, the sum overflowed to infinity. The normalized weights collapsed to zero; the subsequent Cartesian-product weights were divided by zero and the predicted mean/covariance became non-finite.Fix
First divide all positive weights by their maximum. The scaled weights lie in
(0, 1], so their sum remains finite for practical sample counts. Dividing by that scaled sum gives the same mathematical normalized weights without overflow.The method now also rejects an empty weight vector before attempting normalization.
Validation
np.errstate(over="raise", invalid="raise", divide="raise")and verifies the expected unit mean and zero covarianceValueErrormain: two commits ahead, zero behind; implementation diff is three added lines